Hello!
The answer should be the second sentence: Blowing wildly, the icy winter wind tore my woolen cap from my head, as it makes the most sense.
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The setting is the time and location of a story. (Where and when it takes place).
The first sentence definitely wouldn't improve improve the description in the setting of a story, nor would the last. The third sentence includes the location (basketball game), but does not describe it.
The white heron symbolizes the independence and wonder of nature, which must be preserved against the destructive forces of industrialization and greed. When Sylvia sees the heron's spectacular perspective on the world from the top of the tree, she makes a moral choice to refuse to help the hunter kill the bird.